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" Bond markets, analysis, and strategies / "
Frank J. Fabozzi
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BL
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| Record Number
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623145
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| Doc. No
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dltt
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| Main Entry
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Fabozzi, Frank J
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| Title & Author
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Bond markets, analysis, and strategies /\ Frank J. Fabozzi
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| Edition Statement
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Eighth edition
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| Page. NO
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x, 733 pages :: illustrations ;; 26 cm
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| ISBN
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9780132743549
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: 013274354X
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| Notes
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Includes index
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| Contents
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Introduction -- Pricing of bonds -- Measuring yield -- Bond price volatility -- Factors affecting bond yields and the term structure of interest rates -- Treasury and federal agency securities -- Corporate debt instruments -- Municipal securities -- International bonds -- Residential mortgage loans -- Agency mortgage pass-through securities -- Agency collateralized mortgage obligations and stripped mortgage-backed securities -- Nonagency residential mortgage-backed securities -- Commercial mortgage loans and commercial mortgage-backed securities -- Asset-backed securities -- Interest-rate models -- Analysis of bonds with embedded options -- Analysis of residential mortgage-backed securities -- Analysis of convertible bonds -- Corporate bond credit analysis -- Credit risk modeling -- Bond portfolio management strategies -- Bond portfolio construction -- Liability-driven strategies -- Bond performance measurement and evaluation -- Interest-rate futures contracts -- Interest-rate options -- Interest-rate swaps, caps, and floors -- Credit default swaps
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| Subject
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Bonds
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Investment analysis
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Portfolio management
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Bond market
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| Dewey Classification
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332.63/23
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| LC Classification
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HG4651.F28 2013
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